Poincaré inequality for linear SPDE driven by Lévy Noise

Yingchao Xie

Stochastic Processes and their Applications, 2010, vol. 120, issue 10, 1950-1965

Abstract: In this paper, we prove the Poincaré inequality and the integration by parts formula for the invariant measure of the linear SPDE driven by Lévy Noise. The equation was researched in Dong and Xie [5], which has proved the existence and uniqueness of the weak solution and the ergodicity of the Markov semigroup associated with the solution.

Keywords: Poincare; inequality; Integration; by; parts; formula; SPDE; with; Lévy; Noise; Invariant; measure (search for similar items in EconPapers)
Date: 2010
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